2024-03-28T18:44:56Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6652326
2016-11-11T13:50:01Z
35
91
Taylor, Stephen; Glasgow, Scott; Taylor, James; Vecer, Jan
2016
6652326
English
Springer US, New York, NY
https://zbmath.org/06652326
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Methodol. Comput. Appl. Probab. 18, No. 3, 847-867 (2016).
35K08; 91G20
Explicit density approximations for local volatility models using heat kernel expansions
j